-32.8%
ACI vs STLA
-73.7%
+40.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +0.9% |
| 7D | -5.9% | -6.4% | +0.5% | -5.7% |
| 30D | +7.2% | -1.3% | +8.6% | +7.3% |
| 3M | +8.8% | -19.9% | +28.8% | +9.9% |
| 6M | -17.2% | -42.9% | +25.7% | -15.6% |
| YTD | -21.3% | -59.4% | +38.2% | -18.7% |
| 1Y | -23.7% | -56.8% | +33.1% | -21.6% |
| 3Y | -32.8% | -73.1% | +40.2% | -30.1% |
| All | -32.8% | -73.7% | +40.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling